2) Calculate the mean and standard deviation of 1-year and 20-year Treasury Constant Maturity Rates data series. Using the graphs and the results from the calculations above analyse the interest rate risk that bondholders of 1- and 20-year bonds were exposed to over the 10-year period and discuss the various methodologies to hedge this type of risk. GS1 GS20 Mean 216 469 Standard deviation 1642431 0584407 2) Calculate the mean and standard deviation of 1-year and 20-year Treasury Constant Maturity Rates data series. Using the graphs and the results from the calculations above analyse the interest rate risk that bondholders of 1- and 20-year bonds were exposed to over the 10-year period and discuss the various methodologies to hedge this type of risk. GS1 GS20 Mean 216 469 Standard deviation 1642431 0584407
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